+747.7%
EEM vs SLB
+349.3%
+398.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +1.9% | +2.5% |
| 7D | -0.1% | -3.7% | +3.6% | +1.5% |
| 30D | -8.6% | +2.9% | -11.6% | -9.8% |
| 3M | -7.0% | +0.2% | -7.2% | -7.7% |
| 6M | -9.7% | -4.4% | -5.3% | -9.5% |
| YTD | +12.1% | +33.4% | -21.3% | -2.9% |
| 1Y | +14.1% | +40.8% | -26.7% | -3.7% |
| 3Y | +72.1% | +3.2% | +68.9% | +59.3% |
| 5Y | +34.1% | +64.8% | -30.7% | -8.6% |
| 10Y | +109.6% | -16.6% | +126.2% | +71.1% |
| All | +747.7% | +349.3% | +398.5% | +279.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SLB.
Daily Out/Under-Performance
Portfolio return minus SLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SLB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling